Alicia · 2022年04月22日
NO.PZ2015121801000072
问题如下：
The dominant capital allocation line is the combination of the risk-free asset and the:
选项：
A.
optimal risky portfolio.
B.
levered portfolio of risky assets.
C.
global minimum-variance portfolio.
解释：
A is correct.
The use of leverage and the combination of a risk-free asset and the optimal risky asset will dominate the efficient frontier of risky assets (the Markowitz efficient frontier).
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NO.PZ2015121801000072 问题如下 The minant capitallocation line is the combination of the risk-free asset anthe: A.optimrisky portfolio. B.levereportfolio of risky assets. C.globminimum-varianportfolio. is correct.The use of leverage anthe combination of a risk-free asset anthe optimrisky asset will minate the efficient frontier of risky assets (the Markowitz efficient frontier). CAL不是也是Rf和马科维茨理论的结合吗？为什么C不对呢
NO.PZ2015121801000072问题如下The minant capitallocation line is the combination of the risk-free asset anthe:A.optimrisky portfolio.B.levereportfolio of risky assets.C.globminimum-varianportfolio.is correct.The use of leverage anthe combination of a risk-free asset anthe optimrisky asset will minate the efficient frontier of risky assets (the Markowitz efficient frontier).的前半句，想说的是CAL也用到杠杆吧？
NO.PZ2015121801000072 问题如下 The minant capitallocation line is the combination of the risk-free asset anthe: A.optimrisky portfolio. B.levereportfolio of risky assets. C.globminimum-varianportfolio. is correct.The use of leverage anthe combination of a risk-free asset anthe optimrisky asset will minate the efficient frontier of risky assets (the Markowitz efficient frontier). 请问老师，马可的EF是确定的，然后Rf也是确定的，那是不是CAL就是唯一的呢（经过Rf的和EF相切的那条切线）？基础班视频都听懂了，但是这个疑问一直存在。。。。谢谢老师，，
NO.PZ2015121801000072 问题如下 The minant capitallocation line is the combination of the risk-free asset anthe: A.optimrisky portfolio. B.levereportfolio of risky assets. C.globminimum-varianportfolio. is correct.The use of leverage anthe combination of a risk-free asset anthe optimrisky asset will minate the efficient frontier of risky assets (the Markowitz efficient frontier). 老师，我记得基础班何老师讲过cal有利用杠杆，那为什么B不对？
